Actually, if it was about color, Berry and Cadance would have to be Pinkie's sisters, Pinkie wouldn't be related to Inkie and Blinkie, and Celestia could say that Luna is adopted.

I don't say that they are not related, only that there is no evidence on that. Plus it could be Berry's little sister like Pina. She's the same age. And it looks like standard big sister (Rarity, AJ) and little sister (Sweetie Belle, Applebloom) scheme.

Dinky and Derpy- I have no idea how people connected these two to be honest XD